#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.101

#include <Macros.h>
#include <CoVector.h>
#include <CoMatrix.h>
#include <CoCube.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Instrument.h>
#pragma unmanaged 
#include <ql\instruments\varianceswap.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;

using namespace Cephei::QL;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Instruments {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IVarianceSwap
	public ref class CVarianceSwap : 
            public CInstrument,
            public Cephei::QL::Instruments::IVarianceSwap
	{
	protected: 
		boost::shared_ptr<QuantLib::VarianceSwap>* _ppVarianceSwap;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::VarianceSwap>* _phVarianceSwap;
#endif
		Object^ _VarianceSwapOwner;     // reference to object that manages the storage for this object
	internal:
		CVarianceSwap (QL::Position::TypeEnum position, Double strike, Double notional, DateTime startDate, DateTime maturityDate, Cephei::QL::IPricingEngine^ QL_Pricer);
        CVarianceSwap (boost::shared_ptr<QuantLib::VarianceSwap>& childNative, Object^ owner);
        CVarianceSwap (QuantLib::VarianceSwap& childNative, Object^ owner);
        CVarianceSwap (CVarianceSwap^ copy);
        CVarianceSwap (System::Type^ t);
#ifdef STRUCT
        CVarianceSwap (QuantLib::VarianceSwap childNative);
#endif       
#ifdef HANDLE
		CVarianceSwap (QuantLib::Handle<QuantLib::VarianceSwap>& childNative, Object^ owner);
		CVarianceSwap (QuantLib::Handle<QuantLib::VarianceSwap> childNative);
#endif
		virtual ~CVarianceSwap ();
		!CVarianceSwap ();

	internal:
		QuantLib::VarianceSwap& GetReference ();
		boost::shared_ptr<QuantLib::VarianceSwap>& GetShared ();
		QuantLib::VarianceSwap* GetPointer ();
        void SetVarianceSwap (boost::shared_ptr<QuantLib::VarianceSwap> native)
        {
            if (_ppVarianceSwap != NULL)
                delete _ppVarianceSwap;
            _ppVarianceSwap = new boost::shared_ptr<QuantLib::VarianceSwap> (native);
            SetInstrument (boost::dynamic_pointer_cast<QuantLib::Instrument> (*_ppVarianceSwap));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::VarianceSwap>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Boolean IsExpired 
        {
		    virtual Boolean get () ;
        }
        property DateTime MaturityDate 
        {
		    virtual DateTime get () ;
        }
        property Double Notional 
        {
		    virtual Double get () ;
        }
        property QL::Position::TypeEnum Position 
        {
		    virtual QL::Position::TypeEnum get () ;
        }
        property DateTime StartDate 
        {
		    virtual DateTime get () ;
        }
        property Double Strike 
        {
		    virtual Double get () ;
        }
        property Double Variance 
        {
		    virtual Double get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
	public ref class CVarianceSwap_Factory : public System::MarshalByRefObject,  public IVarianceSwap_Factory
	{
	public:
        virtual IVarianceSwap^ Create (QL::Position::TypeEnum position, Double strike, Double notional, DateTime startDate, DateTime maturityDate, Cephei::QL::IPricingEngine^ QL_Pricer);
    };
   
/*Cephei*/ } /*QL*/ } /*Instruments */}
